The X13 Procedure

Displayed Output, ODS Table Names, and OUTPUT Tablename Keywords

The options specified in PROC X13 control both the tables produced by the procedure and the tables available for output to the OUT= data set specified in the OUTPUT statement.

The displayed output is organized into tables identified by a part letter and a sequence number within the part. The seven major parts of the X13 procedure are as follows:

A

prior adjustments and regARIMA components (optional)

B

preliminary estimates of irregular component weights and trading day regression factors (X-11 method)

C

final estimates of irregular component weights and trading day regression factors

D

final estimates of seasonal, trend cycle, and irregular components

E

analytical tables

F

summary measures

G

charts

Table 45.14 describes the individual tables and charts. "P" indicates that the table is only displayed and is not available for output to the OUT= data set. Data from displayed tables can be extracted into data sets by using the Output Delivery System (ODS). For more information about the SAS Output Delivery System, see the SAS Output Delivery System: User's Guide. For more information about the features of the ODS Graphics system, including the many ways that you can control or customize the plots that are produced by SAS procedures, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT 14.1 User's Guide.

When tables available through the OUTPUT statement are output using ODS, the summary line is included in the ODS output by default. The summary line gives the average, standard deviation, or total by each period. The value –1 for YEAR indicates that the summary line is a total; the value –2 for YEAR indicates that the summary line is an average; and the value –3 for YEAR indicates that the line is a standard deviation. The value of YEAR for historical and forecast values is greater than or equal to zero. Thus, a negative value indicates a summary line. You can suppress the summary line altogether by specifying the NOSUM option in the TABLES statement. However, the NOSUM option also suppresses the display of the summary line in the displayed table.

"T" indicates that the table is available using the OUTPUT statement, but is not displayed by default; you must request that these tables be displayed by using the TABLES Statement . If there is no notation in the "Notes" column, then the table is available directly using the OUTPUT statement, without specifying the TABLES statement. If a table is not computed, then it is not displayed; if it is requested in the OUTPUT statement, then the variable in the OUT= data set contains missing values. The actual number of tables displayed depends on the options and statements specified.

Table 45.14: Table Names and Descriptions

Table

Description

Notes

Tables Associated with Model Order Identification

ModelDescription

Regression model used in ARIMA model identification

P

ACF

Autocorrelation function

P

PACF

Partial autocorrelation function

P

Tables Associated with Automatic Modeling

UnitRootTestModel

ARIMA estimates for unit root identification

P

UnitRootTest

Results of unit root test for identifying orders of differencing

P

AutoChoiceModel

Models estimated by automatic ARIMA model selection procedure

P

AutoLjungBox

Check of the residual Ljung-Box Q statistic

P

Best5Model

Best five ARIMA models chosen by automatic modeling

P

AutomaticModelChoice

Comparison of automatically selected model and default model

P

InitialModelChoice

Initial automatic model selection

P

FinalModelChecks

Final checks for identified model

P

FinalModelChoice

Final automatic model choice

P

Diagnostic Tables

   

ErrorACF

Autocorrelation of regARIMA model residuals

P

ErrorPACF

Partial autocorrelation of regARIMA model residuals

P

SqErrorACF

Autocorrelation of squared regARIMA model residuals

P

ResidualOutliers

Outliers of the unstandardized residuals

P

ResidualStatistics

Summary statistics for the unstandardized residuals

P

NormalityStatistics

Normality statistics for regARIMA model residuals

P

G

Spectral analysis of regARIMA model residuals

P

Modeling Tables

   

MissingExtreme

Extreme or missing values

P

ARMAIterationTolerances

Exact ARMA likelihood estimation iteration tolerances

P

IterHistory

ARMA iteration history

P

OutlierDetection

Critical values to use in outlier detection

P

PotentialOutliers

Potential outliers

P

TLSTest

Tests for cancellation of level-shifts

P

ARMAIterationSummary

Exact ARMA likelihood estimation iteration summary

P

ModelDescription

Model description for regARIMA model estimation

P

RegParameterEstimates

Regression model parameter estimates

P

RegressorGroupChiSq

Chi-squared tests for groups of regressors

P

ARMAParameterEstimates

Exact ARMA maximum likelihood estimation

P

AvgFcstErr

Average absolute percentage error in within-sample or without-sample forecasts or backcasts

P

Roots

Seasonal or nonseasonal AR or MA roots

P

MLESummary

Estimation summary

P

ForecastCL

Forecasts, standard errors, and confidence limits

P

MV1

Original series adjusted for missing value regressors

 

Sequenced Tables

   

A1

Original series

 

A2

Prior-adjustment factors

 

A6

RegARIMA trading day component

 

A7

RegARIMA holiday component

 

A8

RegARIMA combined outlier component

 

A8AO

RegARIMA AO outlier component

 

A8LS

RegARIMA level change outlier component

 

A8TC

RegARIMA temporary change outlier component

 

A9

RegARIMA user-defined regression component

 

A10

RegARIMA user-defined seasonal component

 

A19

RegARIMA outlier adjusted original data

T

B1

Prior-adjusted or original series

 

B7

Preliminary trend-cycle, B iteration

T

B13

Irregular component, B iteration

T

B17

Preliminary weights for the irregular component

T

B20

Extreme values, B iteration

T

C1

Original series modified for outliers, trading day, and prior factors, C iteration

T

C17

Final weight for irregular components

 

C20

Final extreme value adjustment factors

T

D1

Modified original data, D iteration

T

D7

Preliminary trend cycle, D iteration

T

D8

Final unmodified SI ratios

 

D8A

Seasonality tests

P

D8B

Final unmodified SI ratios, with labels for outliers and extreme values

 

D9

Final replacement values for extreme SI ratios

 

D9A

Moving seasonality ratio

P

SeasonalFilter

Seasonal filter statistics for table D10

P

D10

Final seasonal factors

 

D10B

Seasonal factors, adjusted for user-defined seasonal

 

D10D

Final seasonal difference

 

D11

Final seasonally adjusted series

 

D11A

Final seasonally adjusted series with forced yearly totals

 

D11F

Factors applied to get adjusted series with forced yearly totals

 

D11R

Rounded final seasonally adjusted series (with forced yearly totals)

 

TrendFilter

Trend filter statistics for table D12

P

D12

Final trend cycle

 

D13

Final irregular series

 

D16

Combined adjustment factors

 

D16B

Final adjustment differences

 

D18

Combined calendar adjustment factors

 

E1

Original data modified for extremes

 

E2

Modified seasonally adjusted series

 

E3

Modified irregular series

 

E4

Ratios of annual totals

P

E5

Percent changes in original series

 

E6

Percent changes in final seasonally adjusted series

 

E6A

Percent changes (differences) in seasonally adjusted series with forced yearly totals (D11.A)

 

E6R

Percent changes (differences) in rounded seasonally adjusted series (D11.R)

 

E7

Differences in final trend cycle

 

E8

Percent changes (differences) in original series adjusted for calendar factors (A18)

 

E18

Final adjustment ratios (original series to seasonally adjusted series)

 

F2A-I

Summary measures

P

F3

Quality assessment statistics

P

F4

Day of the week trading day component factors

P

G

Spectral analysis

P